arXivEconometrics & Forecasting
Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market
A new method for predicting long-term electricity prices, which combines forecasts and extrapolates price series, has improved accuracy by 3% to 15% in German and Spanish power markets.
Featured in No. 87 on 5 Mar 2025 · 1 day after release · 10 citations today · published in Journal of Commodity Markets
- Released
- 4 Mar 2025
- First featured
- No. 87 · 5 Mar 2025
- Citations (Semantic Scholar)
- 10
- Influential citations
- 1
- Published in
- Journal of Commodity Markets
- Shares when featured
- 13
- Identifier
- doi:10.1016/j.jcomm.2024.100449
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).